+46.9%
PYPL vs ROP
+185.1%
-138.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.5% |
| 7D | +1.0% | +0.2% | +0.8% | +0.8% |
| 30D | +5.9% | +30.3% | -24.5% | -12.6% |
| 3M | -0.2% | +17.8% | -18.0% | -11.9% |
| 6M | +30.3% | +38.9% | -8.6% | +1.3% |
| YTD | +1.6% | +7.6% | -6.0% | -5.1% |
| 1Y | -10.3% | +6.5% | -16.8% | -15.7% |
| 3Y | +8.5% | -6.3% | +14.8% | +10.7% |
| 5Y | -71.0% | +0.9% | -71.9% | -72.2% |
| 10Y | +46.9% | +180.7% | -133.8% | -22.4% |
| All | +46.9% | +185.1% | -138.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling